+526.5%
P vs PNC
+268.3%
+258.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | -4.7% | -0.6% | -4.1% | -4.1% |
| 30D | -31.4% | +5.8% | -37.2% | -33.3% |
| 3M | -2.6% | -7.9% | +5.3% | +1.7% |
| 6M | +21.9% | +10.0% | +12.0% | +15.5% |
| YTD | +58.9% | +14.8% | +44.1% | +46.7% |
| 1Y | +21.7% | +29.7% | -7.9% | +4.6% |
| 3Y | +193.3% | +114.4% | +78.9% | +88.3% |
| 5Y | +275.1% | +36.0% | +239.2% | +201.6% |
| 10Y | +655.3% | +204.7% | +450.6% | +255.9% |
| All | +526.5% | +268.3% | +258.1% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling